Machine Learning Engineer Professional-Machine-Learning-Engineer Google Study Notes

The best option for dealing with the missing categorical variable in the test set is to apply one-hot encoding on the categorical variables in the test data. This option has the following advantages:

• It ensures the consistency and compatibility of the data format for the ML model, as the one-hot encoding transforms the categorical variables into binary vectors that can be easily processed by the model. By applying one-hot encoding on the categorical variables in the test data, you can match the number and order of the features in the test data with the training data, and avoid any errors or discrepancies in the model prediction.
• It preserves the information and relevance of the data for the ML model, as the one-hot encoding creates a separate feature for each possible value of the categorical variable, and assigns a value of 1 to the feature corresponding to the actual value of the variable, and 0 to the rest. By applying one-hot encoding on the categorical variables in the test data, you can retain the original meaning and importance of the categorical variable, and avoid any loss or distortion of the data.

The other options are less optimal for the following reasons:

• Option A: Randomly redistributing the data, with 70% for the training set and 30% for the test set, introduces additional complexity and risk. This option requires reshuffling and splitting the data again, which can be tedious and time-consuming. Moreover, this option may not guarantee that the missing categorical variable will be present in the test set, as it depends on the randomness of the data distribution. Furthermore, this option may affect the quality and validity of the ML model, as it may change the data characteristics and patterns that the model has learned from the original training set.
• Option B: Using sparse representation in the test set introduces additional overhead and inefficiency. This option requires converting the categorical variables in the test set into sparse vectors, which are vectors that have mostly zero values and only store the indices and values of the non-zero elements. However, using sparse representation in the test set may not be compatible with the ML model, as the model expects the input data to have the same format and dimensionality as the training data, which uses one-hot encoding. Moreover, using sparse representation in the test set may not be efficient or scalable, as it requires additional computation and memory to store and process the sparse vectors.
• Option D: Collecting more data representing all categories introduces additional cost and delay. This option requires obtaining and labeling more data that contains the missing categorical variable, which can be expensive and time-consuming. Moreover, this option may not be feasible or necessary, as the missing categorical variable may not be available or relevant for the test data, depending on the data source or the business problem.

In this scenario, the goal is to create a custom fraud detection model using AutoML Tables. Fraud detection is a type of binary classification problem, where the model needs to predict whether a transaction is fraudulent or not. The optimization objective is a metric that defines how the model is trained and evaluated. AutoML Tables allows you to choose from different optimization objectives for binary classification problems, such as Log loss, Precision at a Recall value, AUC PR, and AUC ROC.

To choose the best optimization objective for fraud detection, we need to consider the characteristics of the problem and the data. Fraud detection is a problem where the positive class (fraudulent transactions) is very rare compared to the negative class (legitimate transactions). This means that the data is highly imbalanced, and the model needs to be sensitive to the minority class. Moreover, fraud detection is a problem where the cost of false negatives (missing a fraudulent transaction) is much higher than the cost of false positives (flagging a legitimate transaction as fraudulent). This means that the model needs to have high recall (the ability to detect all fraudulent transactions) while maintaining high precision (the ability to avoid false alarms).

Given these considerations, the best optimization objective for fraud detection is the one that maximizes the area under the precision-recall curve (AUC PR) value. The AUC PR value is a metric that measures the trade-off between precision and recall for different probability thresholds. A higher AUC PR value means that the model can achieve high precision and high recall at the same time. The AUC PR value is also more suitable for imbalanced data than the AUC ROC value, which measures the trade-off between the true positive rate and the false positive rate. The AUC ROC value can be misleading for imbalanced data, as it can give a high score even if the model has low recall or low precision.

Therefore, option C is the correct answer. Option A is not suitable, as Log loss is a metric that measures the difference between the predicted probabilities and the actual labels, and does not account for the trade-off between precision and recall. Option B is not suitable, as Precision at a Recall value is a metric that measures the precision at a fixed recall level, and does not account for the trade-off between precision and recall at different thresholds. Option D is not suitable, as AUC ROC is a metric that can be misleading for imbalanced data, as explained above.

References:

• AutoML Tables documentation
• Optimization objectives for binary classification
• Precision-Recall Curves: How to Easily Evaluate Machine Learning Models in No Time
• ROC Curves and Area Under the Curve Explained (video)

• Option A is not the best answer because it requires using Apache Spark and Dataproc, which may incur additional cost and complexity for running and managing the cluster. It also requires saving the preprocessed data as CSV files in a Cloud Storage bucket, which may increase the storage cost and the data transfer latency.
• Option B is not the best answer because it requires loading the data into a pandas DataFrame, which may not be scalable or efficient for large datasets. It also requires training the model directly on the DataFrame, which may not leverage the distributed computing capabilities of BigQuery.
• Option C is the best answer because it allows performing preprocessing in BigQuery by using SQL, which is a cost-effective and efficient way to manipulate large datasets. It also allows using the BigQueryClient in TensorFlow to read the data directly from BigQuery, which is a convenient and fast way to access the data for training the model1.
• Option D is not the best answer because it requires using Apache Beam and Dataflow, which may incur additional cost and complexity for running and managing the pipeline. It also requires saving the preprocessed data as CSV files in a Cloud Storage bucket, which may increase the storage cost and the data transfer latency.

References:

• 1: Read data from BigQuery | TensorFlow I/O

• A fairness metric is a way to measure how well a machine learning model treats different groups of customers, such as by sex or age. A common fairness metric is accuracy, which is the proportion of correct predictions among all predictions. Accuracy across the sensitive features means calculating the accuracy for each group separately, and then comparing them. For example, if the model has 90% accuracy for male customers and 80% accuracy for female customers, there is a 10% accuracy gap that indicates potential bias against female customers.
• To investigate and mitigate potential bias, it is important to define a fairness metric and evaluate it on a test set. A test set is a subset of the data that is not used for training the model, but only for evaluating its performance. By joining the test set predictions with the sensitive features, you can calculate the fairness metric and see if it meets your requirements. For example, you may require that the accuracy gap between any two groups is less than 5%. If the fairness metric does not meet your requirements, you may need to adjust the model or the data to reduce bias.
• Option A is not the best answer because excluding the sensitive features and any meaningfully correlated features may not eliminate bias. For example, if salary is correlated with sex, and salary is also a predictive feature for the target variable, excluding both features may reduce the model accuracy and still leave some residual bias. Moreover, excluding features based on correlation may not capture the complex interactions and dependencies among the features that may affect bias.
• Option B is not the best answer because using the global attribution values for each feature of the model may not reflect the individual-level impact of the features on the predictions. Global attribution values are calculated by averaging the attribution values across all the data points, and they indicate how important each feature is for the overall model performance. However, they do not show how each feature affects each customer’s prediction, which may vary depending on the values of the other features. For example, sex may have a low global attribution value, but it may have a high impact on some customers’ predictions, especially if it interacts with other features such as salary or age.
• Option C is not the best answer because discarding the model and training the model again without a feature based on a single customer’s attribution value may not be a robust or scalable way to mitigate bias. Attribution values are calculated by measuring how much each feature contributes to the prediction for a given data point, and they indicate how sensitive the prediction is to the feature value. However, they do not show how the feature affects the overall fairness metric or the model accuracy. For example, sex may have a high attribution value for a customer, but it may not affect the accuracy gap between the groups. Moreover, discarding and retraining the model based on a single customer’s attribution value may not be feasible if there are many customers with high attribution values for different features.